Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49324.99 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45263.09 Kr¶

PnL: ---------------------------------------> 207.09 Kr¶

DD now: ---------------------------------> -7.145 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 12:53:34.187621'

Anic Portfolio¶

Today¶

Return: -0.792 %¶

This Week¶

Return: 0.044 %¶

Total portfolio value¶

Return including deposits: 61.477 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.020000 1667.340000 198.340000 13.500000 1468.999998
Orrön Energy 180 -1.590000 2167.200000 124.200000 6.080000 2043.000000
Atrium Ljungberg B 5 0.100000 996.000000 61.000000 6.520000 935.000000
Sagax B 4 -0.470000 893.000000 39.000000 4.570000 854.000000
Hoist Finance 35 0.170000 1018.500000 38.500000 3.930000 980.000000
Sedana Medical 93 -3.840000 2559.360000 38.360000 1.520000 2521.000011
Sagax A 4 -0.450000 892.000000 38.000000 4.450000 854.000000
Platzer Fastigheter Holding B 12 -2.120000 998.400000 37.400000 3.890000 960.999996
Hexatronic Group 12 0.260000 1004.400000 37.400000 3.870000 966.999996
Catena 2 -1.140000 829.200000 37.200000 4.700000 792.000000
JM 6 -0.800000 895.200000 31.200000 3.610000 864.000000
OX2 13 2.180000 975.650000 25.650000 2.700000 949.999999
Bilia A 8 0.350000 919.200000 19.200000 2.130000 900.000000
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
VEF 909 -2.480000 1861.630000 11.630000 0.630000 1850.000436
HEXPOL B 9 0.350000 1031.400000 10.400000 1.020000 1020.999996
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
BioGaia B 8 -1.770000 933.600000 3.600000 0.390000 930.000000
Byggmax Group 33 -1.690000 957.000000 1.000000 0.100000 956.000001
AcadeMedia 8 -1.180000 401.600000 -0.400000 -0.100000 402.000000
Clas Ohlson B 12 -1.220000 972.000000 -1.000000 -0.100000 972.999996
ASSA ABLOY B 3 -0.770000 773.700000 -5.300000 -0.680000 779.000001
EQT 4 -1.340000 825.200000 -6.800000 -0.820000 832.000000
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
Addnode Group B 11 -0.670000 895.950000 -25.050000 -2.720000 921.000003
SKF B 5 -0.520000 913.500000 -26.500000 -2.820000 940.000000
Indutrade 5 -0.420000 1185.000000 -33.000000 -2.710000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.780000 809.600000 -47.400000 -5.530000 857.000000
Vitec Software Group B 2 -2.830000 1029.000000 -58.000000 -5.340000 1087.000000
Bufab 3 -0.630000 1044.000000 -65.000000 -5.860000 1109.000001
Hexagon B 26 -1.820000 3370.900000 -90.100000 -2.600000 3461.000010
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
TOTAL 45263.090000 207.090000 -7.14483% 45056.000411

Updated:¶

'2023-07-05 12:53:51.068413'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶